scientific article; zbMATH DE number 6751370

zbMath1374.60091MaRDI QIDQ5283468

Leda D. Minkova, Krasimira Y. Kostadinova

Publication date: 21 July 2017

Full work available at URL: http://www.math.bas.bg/pliska/Pliska-22/Pliska-22-2013-117-128.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ruin probabilityPoisson processdistributions of order \(k\)compound distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (9)

Hitting probabilities of weighted Poisson processes with different intensities and their subordinations ⋮ Time-changed space-time fractional Poisson process ⋮ Fractional Poisson processes of order \(k\) and beyond ⋮ Convoluted fractional Poisson process of order k ⋮ Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond ⋮ On multivariate modifications of Cramer–Lundberg risk model with constant intensities ⋮ Subordinated compound Poisson processes of order \(k\) ⋮ Time-changed Poisson processes of order k ⋮ Generalized fractional counting process

This page was built for publication: